-46.7%
HUBS vs XYL
-23.4%
-23.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.6% |
| 7D | -5.0% | -5.0% | 0.0% | -4.3% |
| 30D | -1.0% | -13.2% | +12.2% | +0.9% |
| 3M | +12.4% | -3.7% | +16.1% | +15.6% |
| 6M | -11.1% | -17.7% | +6.6% | -8.3% |
| YTD | -38.3% | -21.5% | -16.8% | -36.1% |
| 1Y | -46.7% | -24.5% | -22.2% | -43.1% |
| All | -46.7% | -23.4% | -23.3% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling